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XHYE vs. BSJP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XHYE vs. BSJP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx US High Yield Energy Sector ETF (XHYE) and Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP). The values are adjusted to include any dividend payments, if applicable.

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XHYE vs. BSJP - Yearly Performance Comparison


2026 (YTD)2025202420232022
XHYE
BondBloxx US High Yield Energy Sector ETF
2.70%6.73%7.46%11.49%-1.77%
BSJP
Invesco BulletShares 2025 High Yield Corporate Bond ETF
0.00%4.46%8.07%10.41%-2.77%

Returns By Period


XHYE

1D
0.42%
1M
-0.19%
YTD
2.70%
6M
3.36%
1Y
8.26%
3Y*
7.85%
5Y*
10Y*

BSJP

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XHYE vs. BSJP - Expense Ratio Comparison

XHYE has a 0.35% expense ratio, which is lower than BSJP's 0.42% expense ratio.


Return for Risk

XHYE vs. BSJP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XHYE
XHYE Risk / Return Rank: 6464
Overall Rank
XHYE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
XHYE Sortino Ratio Rank: 6666
Sortino Ratio Rank
XHYE Omega Ratio Rank: 7979
Omega Ratio Rank
XHYE Calmar Ratio Rank: 4949
Calmar Ratio Rank
XHYE Martin Ratio Rank: 5858
Martin Ratio Rank

BSJP
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XHYE vs. BSJP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx US High Yield Energy Sector ETF (XHYE) and Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


XHYEBSJPDifference

Sharpe ratio

Return per unit of total volatility

1.29

Sortino ratio

Return per unit of downside risk

1.77

Omega ratio

Gain probability vs. loss probability

1.32

Calmar ratio

Return relative to maximum drawdown

1.48

Martin ratio

Return relative to average drawdown

6.58

XHYE vs. BSJP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XHYEBSJPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

Correlation

The correlation between XHYE and BSJP is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XHYE vs. BSJP - Dividend Comparison

XHYE's dividend yield for the trailing twelve months is around 6.44%, more than BSJP's 3.10% yield.


TTM202520242023202220212020201920182017
XHYE
BondBloxx US High Yield Energy Sector ETF
6.44%6.55%7.04%6.46%5.46%0.00%0.00%0.00%0.00%0.00%
BSJP
Invesco BulletShares 2025 High Yield Corporate Bond ETF
3.10%4.50%6.25%7.07%5.37%4.27%4.96%5.49%5.84%1.32%

Drawdowns

XHYE vs. BSJP - Drawdown Comparison


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Drawdown Indicators


XHYEBSJPDifference

Max Drawdown

Largest peak-to-trough decline

-8.87%

Max Drawdown (1Y)

Largest decline over 1 year

-5.69%

Current Drawdown

Current decline from peak

-0.27%

Average Drawdown

Average peak-to-trough decline

-1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

Volatility

XHYE vs. BSJP - Volatility Comparison


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Volatility by Period


XHYEBSJPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

6.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.73%